NAG Library Manual, Mark 30
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NAG CL Interface Introduction
Example description
/* nag_opt_qpconvex2_sparse_option_file (e04nrc) Example Program.
 *
 * Copyright 2024 Numerical Algorithms Group.
 *
 * Mark 30.0, 2024.
 */

#include <nag.h>
#include <stdio.h>
#include <string.h>

#ifdef __cplusplus
extern "C" {
#endif
static void NAG_CALL qphx(Integer ncolh, const double x[], double hx[],
                          Integer nstate, Nag_Comm *comm);
#ifdef __cplusplus
}
#endif

int main(void) {
  const char *optionsfile = "e04nrce.opt";
  Integer exit_status = 0;

  /* Scalars */
  double bndinf, featol, obj, objadd, sinf;
  Integer elmode, i, icol, iobj, j, jcol, lenc, m, n, ncolh, ne;
  Integer ninf, nname, ns;

  /* Arrays */
  static double ruser[1] = {-1.0};
  char nag_enum_arg[40];
  char *cuser = 0, *prob = 0;
  char **names = 0;
  double *acol = 0, *bl = 0, *bu = 0, *c = 0, *pi = 0, *rc = 0;
  double *x = 0;
  Integer *helast = 0, *hs = 0, *inda = 0, *iuser = 0, *loca = 0;

  /* Nag Types */
  Nag_E04State state;
  Nag_Start start;
  Nag_Comm comm;
  Nag_FileID fileidin;
  NagError fail;

  /* By default e04nrc does not print monitoring information.
     Define SHOW_MONITORING_INFO to turn it on - see further below. */
#ifdef SHOW_MONITORING_INFO
  Nag_FileID fileidout;
#endif

  INIT_FAIL(fail);

  printf("%s", "nag_opt_qpconvex2_sparse_option_file (e04nrc) Example"
               " Program Results\n");
  printf("\n");

  /* For communication with user-supplied functions: */
  comm.user = ruser;

  /* This program demonstrates the use of routines to set and
   * get values of optional parameters associated with
   * nag_opt_qpconvex2_sparse_solve (e04nqc).
   */

  /* Skip heading in data file. */
  scanf("%*[^\n] ");
  scanf("%" NAG_IFMT " %" NAG_IFMT " ", &n, &m);
  scanf("%*[^\n] ");

  if (n >= 1 && m >= 1) {
    /* Read ne, iobj, ncolh, start and nname from data file. */
    scanf("%" NAG_IFMT " %" NAG_IFMT " %" NAG_IFMT " %39s %" NAG_IFMT "", &ne,
          &iobj, &ncolh, nag_enum_arg, &nname);
    scanf("%*[^\n] ");
    /* nag_enum_name_to_value (x04nac).
     * Converts NAG enum member name to value
     */
    start = (Nag_Start)nag_enum_name_to_value(nag_enum_arg);

    /* Allocate memory */
    if (!(names = NAG_ALLOC(n + m, char *)) || !(prob = NAG_ALLOC(9, char)) ||
        !(acol = NAG_ALLOC(ne, double)) || !(bl = NAG_ALLOC(m + n, double)) ||
        !(bu = NAG_ALLOC(m + n, double)) || !(c = NAG_ALLOC(1, double)) ||
        !(pi = NAG_ALLOC(m, double)) || !(rc = NAG_ALLOC(n + m, double)) ||
        !(x = NAG_ALLOC(n + m, double)) ||
        !(helast = NAG_ALLOC(n + m, Integer)) ||
        !(hs = NAG_ALLOC(n + m, Integer)) || !(inda = NAG_ALLOC(ne, Integer)) ||
        !(iuser = NAG_ALLOC(1, Integer)) ||
        !(loca = NAG_ALLOC(n + 1, Integer))) {
      printf("Allocation failure\n");
      exit_status = -1;
      goto END;
    }
  } else {
    printf("Invalid n or nf or nea or neg\n");
    exit_status = 1;
    goto END;
  }
  /* Read names from data file. */

  for (i = 1; i <= nname; ++i) {
    names[i - 1] = NAG_ALLOC(9, char);
    scanf(" ' %8s '", names[i - 1]);
  }
  scanf("%*[^\n] ");

  /* Read the matrix acol from data file. Set up loca. */
  jcol = 1;
  loca[jcol - 1] = 1;
  for (i = 1; i <= ne; ++i) {
    /* Element ( inda[i-1], icol ) is stored in acol[i-1]. */
    scanf("%lf %" NAG_IFMT " %" NAG_IFMT "", &acol[i - 1], &inda[i - 1], &icol);
    scanf("%*[^\n] ");

    if (icol < jcol) {
      /* Elements not ordered by increasing column index. */
      printf("%s %5" NAG_IFMT " %s %5" NAG_IFMT "", "Element in column", icol,
             " found after element in column", jcol);
      printf("%s\n\n", ". Problem abandoned.");
    } else if (icol == jcol + 1) {
      /* Index in acol of the start of the icol-th column equals i. */
      loca[icol - 1] = i;
      jcol = icol;
    } else if (icol > jcol + 1) {
      /* Index in acol of the start of the icol-th column equals i,
       * but columns jcol+1,jcol+2,...,icol-1 are empty. Set the
       * corresponding elements of loca to i.
       */
      for (j = jcol + 1; j <= icol - 1; ++j) {
        loca[j - 1] = i;
      }
      loca[icol - 1] = i;
      jcol = icol;
    }
  }
  loca[n] = ne + 1;
  if (n > icol) {
    /* Columns n,n-1,...,icol+1 are empty. Set the corresponding */
    /* elements of loca accordingly. */
    for (i = n; i >= icol + 1; --i) {
      loca[i - 1] = loca[i];
    }
  }

  /* Read bl, bu, hs and x from data file. */
  for (i = 1; i <= n + m; ++i) {
    scanf("%lf", &bl[i - 1]);
  }
  scanf("%*[^\n] ");

  for (i = 1; i <= n + m; ++i) {
    scanf("%lf", &bu[i - 1]);
  }
  scanf("%*[^\n] ");

  if (start == Nag_Cold) {
    for (i = 1; i <= n; ++i) {
      scanf("%" NAG_IFMT "", &hs[i - 1]);
    }
    scanf("%*[^\n] ");
  } else if (start == Nag_Warm) {
    for (i = 1; i <= n + m; ++i) {
      scanf("%" NAG_IFMT "", &hs[i - 1]);
    }
    scanf("%*[^\n] ");
  }

  for (i = 1; i <= n; ++i) {
    scanf("%lf", &x[i - 1]);
  }
  scanf("%*[^\n] ");

  /* We have no explicit objective vector so set lenc = 0; the
   * objective vector is stored in row iobj of acol.
   */
  lenc = 0;
  objadd = 0.;
  strcpy(prob, "        ");

  /* nag_opt_qpconvex2_sparse_init (e04npc).
   * Initialization function for
   * nag_opt_qpconvex2_sparse_solve (e04nqc)
   */
  nag_opt_qpconvex2_sparse_init(&state, &fail);
  if (fail.code != NE_NOERROR) {
    printf("Initialization of nag_opt_qpconvex2_sparse_solve (e04nqc)"
           " failed.\n%s\n",
           fail.message);
    exit_status = 1;
    goto END;
  }

#ifdef SHOW_MONITORING_INFO
  /*  Call nag_file_open (x04acc) to set the print file fileidout */

  /* nag_file_open (x04acc).
   * Open unit number for reading, writing or appending, and
   * associate unit with named file
   */
  nag_file_open("", 2, &fileidout, &fail);
  if (fail.code != NE_NOERROR) {
    exit_status = 2;
    goto END;
  }
  /* nag_opt_qpconvex2_sparse_option_integer_set (e04ntc).
   * Set a single option for nag_opt_qpconvex2_sparse_solve
   * (e04nqc) from an integer argument
   */
  fflush(stdout);
  nag_opt_qpconvex2_sparse_option_integer_set("Print file", fileidout, &state,
                                              &fail);
  if (fail.code != NE_NOERROR) {
    exit_status = 1;
    goto END;
  }
#endif

  /* Set input to options file to read. */
  /* nag_file_open (x04acc), see above. */
  nag_file_open(optionsfile, 0, &fileidin, &fail);
  if (fail.code != NE_NOERROR) {
    exit_status = 1;
    goto END;
  }
  /* nag_opt_qpconvex2_sparse_option_file (e04nrc).
   * Supply optional parameter values for
   * nag_opt_qpconvex2_sparse_solve (e04nqc) from external
   * file
   */
  nag_opt_qpconvex2_sparse_option_file(fileidin, &state, &fail);
  if (fail.code != NE_NOERROR) {
    exit_status = 1;
    goto END;
  }
  nag_file_close(fileidin, &fail); /* Close Library output */

  /* Use nag_opt_qpconvex2_sparse_option_integer_get (e04nxc) to find the value
   * of Integer-valued option 'Elastic mode'.
   */
  /* nag_opt_qpconvex2_sparse_option_integer_get (e04nxc).
   * Get the setting of an integer valued option of
   * nag_opt_qpconvex2_sparse_solve (e04nqc)
   */
  nag_opt_qpconvex2_sparse_option_integer_get("Elastic mode", &elmode, &state,
                                              &fail);
  if (fail.code != NE_NOERROR) {
    exit_status = 1;
    goto END;
  }
  printf("Option 'Elastic mode' has the value %3" NAG_IFMT ".\n", elmode);
  /* Use nag_opt_qpconvex2_sparse_option_double_set (e04nuc) to set the value of
   *  real-valued option 'Infinite bound size'.
   */
  bndinf = 1e10;
  /* nag_opt_qpconvex2_sparse_option_double_set (e04nuc).
   * Set a single option for nag_opt_qpconvex2_sparse_solve
   * (e04nqc) from a double argument
   */
  nag_opt_qpconvex2_sparse_option_double_set("Infinite bound size", bndinf,
                                             &state, &fail);
  if (fail.code != NE_NOERROR) {
    exit_status = 1;
    goto END;
  }

  /* Use nag_opt_qpconvex2_sparse_option_double_get (e04nyc) to find the value
   *  of real-valued option 'Feasibility tolerance'.
   */
  /* nag_opt_qpconvex2_sparse_option_double_get (e04nyc).
   * Get the setting of a double valued option of
   * nag_opt_qpconvex2_sparse_solve (e04nqc)
   */
  nag_opt_qpconvex2_sparse_option_double_get("Feasibility tolerance", &featol,
                                             &state, &fail);
  if (fail.code != NE_NOERROR) {
    exit_status = 1;
    goto END;
  }
  printf("Option 'Feasibility tolerance' has the value %14.5e.\n", featol);

  /* Use nag_opt_qpconvex2_sparse_option_string (e04nsc) to set the option
   *  'Iterations limit'.
   */
  /* nag_opt_qpconvex2_sparse_option_string (e04nsc).
   * Set a single option for nag_opt_qpconvex2_sparse_solve
   * (e04nqc) from a character string
   */
  nag_opt_qpconvex2_sparse_option_string("Iterations limit 50", &state, &fail);
  if (fail.code != NE_NOERROR) {
    exit_status = 1;
    goto END;
  }
  printf("\n");
  fflush(stdout);

#ifdef SHOW_MONITORING_INFO
  nag_file_open("", 2, &fileidout, &fail);
  fflush(stdout);
#endif
  /* Solve the QP problem. */
  /* nag_opt_qpconvex2_sparse_solve (e04nqc).
   * LP or QP problem (suitable for sparse problems)
   */
  nag_opt_qpconvex2_sparse_solve(start, qphx, m, n, ne, nname, lenc, ncolh,
                                 iobj, objadd, prob, acol, inda, loca, bl, bu,
                                 c, (const char **)names, helast, hs, x, pi, rc,
                                 &ns, &ninf, &sinf, &obj, &state, &comm, &fail);

  if (n >= 1 && m >= 1) {
    for (i = 1; i <= nname; ++i) {
      NAG_FREE(names[i - 1]);
    }
  }

  if (fail.code == NE_NOERROR) {
    printf("Final objective value = %12.3e\n", obj);
    printf("Optimal X = ");

    for (i = 1; i <= n; ++i) {
      printf("%8.2f%s", x[i - 1], i % 7 == 0 || i == n ? "\n" : " ");
    }
  } else {
    printf("Error from nag_opt_qpconvex2_sparse_solve (e04nqc).\n%s\n",
           fail.message);
    exit_status = 1;
    goto END;
  }

  if (fail.code != NE_NOERROR) {
    exit_status = 2;
  }

END:
  NAG_FREE(cuser);
  NAG_FREE(names);
  NAG_FREE(prob);
  NAG_FREE(acol);
  NAG_FREE(bl);
  NAG_FREE(bu);
  NAG_FREE(c);
  NAG_FREE(pi);
  NAG_FREE(rc);
  NAG_FREE(x);
  NAG_FREE(helast);
  NAG_FREE(hs);
  NAG_FREE(inda);
  NAG_FREE(iuser);
  NAG_FREE(loca);

  return exit_status;
}

static void NAG_CALL qphx(Integer ncolh, const double x[], double hx[],
                          Integer nstate, Nag_Comm *comm) {
  /* Routine to compute H*x. (In this version of qphx, the Hessian
   * matrix H is not referenced explicitly.)
   */

  /* Parameter adjustments */
#define HX(I) hx[(I)-1]
#define X(I) x[(I)-1]

  /* Function Body */
  if (comm->user[0] == -1.0) {
    fflush(stdout);
    printf("(User-supplied callback qphx, first invocation.)\n");
    comm->user[0] = 0.0;
    fflush(stdout);
  }
  HX(1) = X(1) * 2;
  HX(2) = X(2) * 2;
  HX(3) = (X(3) + X(4)) * 2;
  HX(4) = HX(3);
  HX(5) = X(5) * 2;
  HX(6) = (X(6) + X(7)) * 2;
  HX(7) = HX(6);
  return;
} /* qphx */